In this paper, we propose an alternative approach for pricing and hedging American barrier options. Speci"cally, we obtain an analytic representation for the value and hedge parameters of barrier options, using the decomposition technique of separating the European option value from the early exerci
β¦ LIBER β¦
Valuation of American partial barrier options
β Scribed by Doobae Jun, Hyejin Ku
- Book ID
- 120764166
- Publisher
- Springer US
- Year
- 2012
- Tongue
- English
- Weight
- 506 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1380-6645
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